🎯 Success Rate Matrix with Filters
Select a low period, wait time, and option expiry to see historical success rates. Wait time options are automatically limited by the selected period length.
You can only wait as long as the period itself. E.g., a 1-month low can be tested for max 30 days.
📖 Understanding the Constraints
Why Wait Time Constraints Exist
A "1-month low" is only valid for up to 1 month. Once that month has passed, it's no longer a "1-month low" (it becomes part of a larger rolling window). Therefore:
- 1-Month Low: Can wait 0-30 days maximum
- 3-Month Low: Can wait 0-90 days maximum
- 6-Month Low: Can wait 0-180 days maximum
- 9-Month Low: Can wait 0-180 days maximum (within 9-month window)
- 1-Year Low: Can wait 0-180 days maximum (within 1-year window)
Example: Using the Filters
Scenario: You want to write a 30-day put on a 3-month low
- Select "3-Month Low" → Wait time options: 0, 30, 60, 90 days
- Select "Wait 60 days" → You'll write the put 60 days after the low
- Select "Expiry 30 days" → The put option lasts 30 days
- Result: Success rate for 3-month lows tested after 60 days, over next 30 days